Advanced dataset updates to the back orderbook - Worse top of the book

[Cez]

Hi,

I read the documentation describing how the advanced dataset orderbook is being updated here:
https://docs.developer.betfair.com/d...rketDataFilter

My understanding says that if the volume at lower levels (e.g. 2nd or 3rd) fades, then this will be conveyed in the runner changes by either
a) saying the volume is 0, or
b) the lower levels have been pushed away by better offers, creating new price points

I'm currently working with the advanced sample dataset covering the City - Middlesbrough game. When reconstructing the orderbook for the Under 4.5 goals market, I noticed the following update to the BATB (best available to back):

2017-04-30 15:55:45.553000
trd: [[1.08, 833.47]]
batb: [[0, 1.06, 3.09], [1, 1.05, 39.35], [2, 1.04, 29.99]]
tv: 105630.18

2017-04-30 15:55:47.549000
batb: [[2, 1.04, 68.59]]
tv: 105630.18

2017-04-30 15:55:48.506000
trd: [[1.08, 842.74]]
tv: 105639.45

2017-04-30 15:55:49.550000
trd: [[1.07, 4622.58]]
tv: 105639.65

2017-04-30 15:55:50.509000
trd: [[1.08, 842.9]]
batb: [[2, 1.04, 29.99]]
tv: 105639.81

2017-04-30 15:55:51.540000
trd: [[1.07, 4622.86]]
tv: 105640.09

2017-04-30 15:55:52.566000
trd: [[1.01, 347.05], [1.02, 228.88], [1.03, 443.99], [1.04, 286.04], [1.05, 6702.69], [1.06, 1942.8], [1.07, 4642.53], [1.08, 874.45]]
tv: 106447.6

2017-04-30 15:55:53.460000
trd: [[1.07, 4648.14]]
batb: [[0, 1.02, 383.37]]
tv: 106453.2

The above shows that the orderbook was updated to [1.06, 1.05, 1.04] at 45.553s, and after minor changes, the top of the orderbook was updated to 1.02 at 53.460s. Please bear in mind, there was no makretDefinition update occurring in between these two runner changes.

There was no preceding information regarding the 2nd and 3rd level of the orderbook before this happened. This instance I don't believe is explicitly covered by the documentation, hence two questions:

1. Will there be instances where the changes to the top 3 levels in the orderbook are not logged in the advanced dataset? If so, what would these instances be?
2. Assuming the above mechanics is still prevailing (please let me know if not), what happened to the lower levels of the back orderbook? Were they cancelled or taken is some way?

I'd really appreciate your help on this, as I am looking to bulk purchase the advanced sample for the last year.

Thanks,
Cez

[BetfairDeveloperProgram]

Hi Cez

Please see the support article via https://support.developer.betfair.co...rpret-updates- that explains this behaviour.

Kind Regards

Neil

[Cez]

Thanks Neil, couldn't find this page for some reason! Will take a note.